Definition:Derivative/Higher Derivatives

Definition

Second Derivative

Let $f$ be a real function which is differentiable on an open interval $I$.

Hence $f'$ is defined on $I$ as the derivative of $f$.

Let $\xi \in I$ be a point in $I$.

Let $f'$ be differentiable at the point $\xi$.

Then the second derivative $\map {f''} \xi$ is defined as:

$\displaystyle f'' := \lim_{x \mathop \to \xi} \dfrac {\map {f'} x - \map {f'} \xi} {x - \xi}$

Third Derivative

Let $f$ be a real function which is twice differentiable on an open interval $I$.

Let $f''$ denote the second derivate.

Then the third derivative $f'''$ is defined as:

$f''' := \dfrac {\d} {\d x} f'' = \map {\dfrac {\d} {\d x} } {\dfrac {\d^2} {\d x^2} f}$

Higher Order Derivatives

Higher order derivatives are defined in similar ways:

The $n$th derivative of a function $y = \map f x$ is defined as:

$\map {f^{\paren n} } x = \dfrac {\d^n y} {\d x^n} := \begin {cases} \map {\dfrac \d {\d x} } {\dfrac {\d^{n - 1} y} {\d x^{n - 1} } } & : n > 0 \\ y & : n = 0 \end {cases}$

assuming appropriate differentiability for a given $f^{\paren {n - 1} }$.

First Derivative

If derivatives of various orders are being discussed, then what has been described here as the derivative is frequently referred to as the first derivative:

Let $I\subset\R$ be an open interval.

Let $f : I \to \R$ be a real function.

Let $f$ be differentiable on the interval $I$.

Then the derivative of $f$ is the real function $f': I \to \R$ whose value at each point $x \in I$ is the derivative $f' \left({x}\right)$:

$\displaystyle \forall x \in I: f' \left({x}\right) := \lim_{h \mathop \to 0} \frac {f \left({x + h}\right) - f \left({x}\right)} h$

Order of Derivative

The order of a derivative is the number of times it has been differentiated.

For example:

a first derivative is of first order, or order $1$
a second derivative is of second order, or order $2$

and so on.

Zeroth Derivative

The zeroth derivative of a real function $f$ is defined as $f$ itself:

$f^{\paren 0} := f$

where $f^{\paren n}$ denotes the $n$th derivative of $f$.